Answer
Yes, Le Guen won the Coupe de France with Paris Saint-Germain in the 2003–04 season. He led the team to a 2–1 victory over LB Châteauroux in the final, with goals from Bernard Mendy and Fabrice Fiorèse. This was Le Guen's first major trophy as a manager, and it helped to establish him as a successful coach in French football.